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Interfund linkage analysis: the case of the polish pension fund sector

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Author Info
Henryk Gurgul
Paweł Majdosz

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Abstract

Although fund activities whose target is to attract the members of rivals would seem to be very important for a proper evaluation of pension fund achievements, this topic has not been looked at by researchers. This paper presents an approach to assess the interfund effects of savings transfers based upon Polish tables of transfers published by the KNUiFE over the period from the fourth quarter of 2001 to the first quarter of 2004. Some useful indicators are suggested. By means of these indicators a taxonomy of pension funds operating in Poland was carried out. We also find which transfers of savings are the most important, i.e. which changes in the relative level of such transfers cause the largest perturbations in the whole pension fund sector.

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File URL: http://taylorandfrancis.metapress.com/link.asp?target=contribution&id=HG1412175L985471
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Economic Systems Research.

Volume (Year): 18 (2006)
Issue (Month): 1 (March)
Pages: 1-27
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Handle: RePEc:taf:ecsysr:v:18:y:2006:i:1:p:1-27

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Related research
Keywords: Pension funds savings' transfers sensitivity matrix

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This page was last updated on 2008-8-4.


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